The programme provides an overview of the risk management function in investment funds (AIFs, UCITS) including the relevant legislation limits. In addition, it includes a variety of risk metrics that can potentially be used in the calculation of exposures, while a deep dive in the investment analysis legislation is also offered. Most importantly, it includes an overview of how stress testing should be conducted under the ESMA guidelines, with focus on the development of Liquidity Stress Test models and other techniques.

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